Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192): Difference between revisions
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Revision as of 01:03, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm |
scientific article |
Statements
Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (English)
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8 April 2009
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risk measure
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deviation measure
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portfolio selection
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infinite-dimensional linear programming
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simplex-like method
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